When one reviews the literature, some of the interventions that appear to have the best effects on EF include traditional martial arts training (both physical skills and character development), aerobic exercise in a fun, noncompetitive environment, and stress-reduction practices in combination with character training. Also, training in problem-solving skills, especially in a natural context. In the context of a board game, this might look like narrating some of the options, and their possible outcomes: "hm, it looks like I already own one of the green properties. What are some possible choices? What might happen if you choose that? (try to buy the other greens--still won't have a monopoly) (try to buy the green from me--I might say no) (try to buy a different color to gain a monopoly--might be able to do it and build hotels, or someone else might buy one of them and prevent the monopoly) Now that you've thought about some possibilities, which one is the most likely to accomplish your goals?" Then make a choice and take the consequences.
Sometimes it helps to brainstorm multiple prospective solutions before entering a possible problem situation, and discuss the many possible outcomes that may result. Then, in the live situation, you can cue him with one or more of the alternate strategies.
Incorporating some stress-reduction strategies (deep breathing, counting down, progressive relaxation, positive self-talk/cue phrases, etc.) can help with cognitive flexibility as well, as almost everyone becomes more rigid when anxious.